I interpreted it to mean that he was still Captain and part of his job was to keep up morale and model positive attitude. Even hypothetically, he was not going to gripe to his troops, and as far as they are concerned, he believes it is a worthy mission. He was jokingly modeling the proper, positive attitude. All this was understood by his men.
I’d add that the answer was clearly over the top, thus sarcastic, thus he is agreement with his soldiers.
No, I did not interpret it that way. Perhaps he did think the mission was dumb, but he was not letting on even subtly.